Over three years, seven hundred and sixty two 14-month-old Bluefaced Leicester crossbred ewe lambs were individually exposed to a 6-min arena test designed to evaluate the behaviour of sheep exposed to a situation of conflicting motivations (to seek flock mates versus avoid a motionless human). The behaviours measured included vocalisation (latency and number of bleats), locomotion (number of squares entered, number of entries to the area close to the observer) and proximity (time spent near to or distant from the observer and time in the centre of the arena). In the first year, 190 lambs were measured three times at ages between 8 and 14 months. Changes in mean levels of behaviour that were consistent with habituation were observed during these repeated tests. The repeatability of traits for vocalisation (0.58–0.71) tended to be higher than for locomotion (0.38–0.40) and for proximity to the human (0.17–0.60) with evidence of an increase in the repeatability of proximity traits between the second and third tests. There were no significant effects of litter size at birth or rearing type on behaviour and only small effects of farm of origin and breed of dam of the lamb (Scottish Blackface and Hardy Speckled Face). Heritability estimates were: latency to bleat (0.13), number of bleats (0.39), number of squares entered (0.29), time spent distant from the observer (0.13), time in the centre of the arena (0.02), time spent near to the observer (0.22) and number of entries to the area near to the observer (0.21). Phenotypic, genetic and environmental correlations were generally of similar magnitude, and indicated a moderate relationship between traits for vocalisation and locomotion, with no significant associations between traits for vocalisation and proximity to the observer. Test behaviours were not significantly correlated to yearling weight. These results demonstrate the existence of considerable genetic variation in behaviour among sheep and indicate that behavioural measures of vocalisation and proximity to the human are genetically and environmentally uncorrelated and may represent independent measures of emotional state.